The article focuses on women's melancholy in the Baroque period through the case of Lucrezia Barberini d'Este, daughter of Taddeo Barberini and Anna Colonna. Contrary to the stereotype of women forced to monastic life, this aristocrat's vocation was to take the veil, but she was led to marry the Duke of Este by "ragion di famiglia". The study of her melancholy helps to shed light on the contradictions between personal aspirations and status obligations in the aristocratic society of the 17th century. This society was characterized by a strong drive to a shared conformity and the fundamental role of the pedagogy of behaviour. In a disciplined and conformist world, where individuals accept to conform to the aims of those who exercise power, melancholy betrays the lack of discipline of those persons who cannot openly rebel for either subjective or objective reasons. This case contributes to illustrate the complexity of ways through which feminine identity could be shaped within the tight boundaries of those models proposed and imposed by that society. It also shows how high the physical and emotional costs of this could be both within and without the convent walls by looking at the tensions between family demands and individual aspirations.